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TSS

Two Sigma Securities Portfolio holdings

AUM $1.16B
1-Year Est. Return 36.23%
This Fund
S&P 500
This Quarter Est. Return
+6.87%
1 Year Est. Return
+36.23%
3 Year Est. Return
+108.69%
5 Year Est. Return
+124.54%
10 Year Est. Return
+352.99%
AUM
$14.8B
AUM Growth
+$3.87B
Cap. Flow
+$261M
Cap. Flow %
1.76%
Top 10 Hldgs %
38.3%
Holding
2,801
New
779
Increased
908
Reduced
590
Closed
508

Top Buys

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$368M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$43.8M
3
SRE.PRA
Sempra Energy 6% Mandatory Convertible Preferred Stock, Series A
SRE.PRA
+$14.8M
4
MDY icon
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
+$12.5M
5
DCUE
Dominion Energy, Inc. 2019 Series A Corporate Units
DCUE
+$10.3M

Top Sells

Rank Stock Value
1
AMZN icon
Amazon
AMZN
+$13.8M
2
CCI.PRA
Crown Castle International Corp. 6.875% Mandatory Convertible Preferred Stock, Series A
CCI.PRA
+$11.7M
3
AVTR.PRA
Avantor, Inc. Series A Mandatory Convertible Preferred Stock
AVTR.PRA
+$10.7M
4
IWD icon
iShares Russell 1000 Value ETF
IWD
+$10.1M
5
IJR icon
iShares Core S&P Small-Cap ETF
IJR
+$9.54M

Sector Composition

Rank Sector Weight
1 Miscellaneous 98.29%
2 Financials 0.26%
3 Technology 0.25%
4 Healthcare 0.21%
5 Consumer Discretionary 0.16%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
DVN icon
401
CALL
Devon Energy
DVN
$56.5B
$4.79M 0.03%
184,300
+53,400
+41% +$1.2M
BDX icon
402
PUT
Becton Dickinson
BDX
$50.6B
$4.76M 0.03%
17,938
+4,920
+38% +$1.23M
BAX icon
403
CALL
Baxter International
BAX
$12.3B
$4.73M 0.03%
56,600
+45,300
+401% +$3.75M
SHY icon
404
iShares 1-3 Year Treasury Bond ETF
SHY
$26B
$4.73M 0.03%
+55,904
New +$4.74M
SNY icon
405
CALL
Sanofi
SNY
$102B
$4.69M 0.03%
93,400
+83,300
+825% +$3.9M
INTU icon
406
CALL
Intuit
INTU
$88B
$4.66M 0.03%
17,800
-24,100
-58% -$6.3M
KEY icon
407
CALL
KeyCorp
KEY
$23.2B
$4.65M 0.03%
229,700
+118,900
+107% +$2.24M
SMH icon
408
VanEck Semiconductor ETF
SMH
$67.1B
$4.64M 0.03%
+65,684
New +$4.3M
COP icon
409
PUT
ConocoPhillips
COP
$170B
$4.64M 0.03%
71,400
-45,400
-39% -$2.67M
ITW icon
410
PUT
Illinois Tool Works
ITW
$76.5B
$4.63M 0.03%
25,800
-25,200
-49% -$4.27M
EA
411
CALL
DELISTED
Electronic Arts
EA
$4.6M 0.03%
42,800
-7,700
-15% -$764K
RDS.A
412
CALL
DELISTED
Royal Dutch Shell PLC ADS Class A
RDS.A
$4.56M 0.03%
77,300
-8,200
-10% -$479K
DLTR icon
413
CALL
Dollar Tree
DLTR
$21.2B
$4.53M 0.03%
48,200
+43,400
+904% +$4.56M
CB icon
414
CALL
Chubb
CB
$132B
$4.53M 0.03%
29,100
+700
+2% +$107K
EFA icon
415
iShares MSCI EAFE ETF
EFA
$77.9B
$4.5M 0.03%
+64,743
New +$4.37M
JCI icon
416
CALL
Johnson Controls International
JCI
$83.8B
$4.49M 0.03%
110,200
+76,000
+222% +$3.21M
TSN icon
417
PUT
Tyson Foods
TSN
$18.5B
$4.47M 0.03%
49,100
+45,200
+1,159% +$3.89M
LOW icon
418
PUT
Lowe's Companies
LOW
$109B
$4.46M 0.03%
37,200
-82,900
-69% -$9.48M
UNG icon
419
CALL
United States Natural Gas Fund
UNG
$579M
$4.45M 0.03%
+66,000
New +$5.11M
RY icon
420
PUT
Royal Bank of Canada
RY
$283B
$4.44M 0.03%
56,100
+37,600
+203% +$3.03M
BUD icon
421
PUT
AB InBev
BUD
$156B
$4.44M 0.03%
54,100
+24,300
+82% +$2.02M
UBER icon
422
PUT
Uber
UBER
$146B
$4.44M 0.03%
149,200
+101,200
+211% +$3M
WBA
423
CALL
DELISTED
Walgreens Boots Alliance
WBA
$4.43M 0.03%
75,200
-23,000
-23% -$1.33M
YUM icon
424
PUT
Yum! Brands
YUM
$38.4B
$4.42M 0.03%
43,900
+26,500
+152% +$2.74M
DAL icon
425
PUT
Delta Air Lines
DAL
$51.9B
$4.42M 0.03%
75,500
+24,100
+47% +$1.35M
15 16
17
18 19

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Two Sigma Securities's Q4 2019 Portfolio in Review

As of Q4 2019, Two Sigma Securities held 2,801 positions worth $14.8B, up 35% from $11B the previous quarter. Its ten largest holdings account for 38% of the portfolio.

Two Sigma Securities's Q4 2019 filing shows 779 new, 908 increased, 590 reduced and 508 closed positions. Its largest new stake was Invesco QQQ Trust: 218,534 shares worth $46.5M. The largest sale was Amazon, an estimated $13.8M.

By sector, the portfolio is most concentrated in Miscellaneous at 98% of assets, up from 97% a quarter earlier, followed by Financials and Technology.

  • Two Sigma Securities's largest Q4 2019 buy was Invesco QQQ Trust: 218,534 shares worth $46.5M.
  • Two Sigma Securities added most to State Street SPDR S&P 500 ETF Trust in Q4 2019, an estimated $368M increase.
  • Two Sigma Securities's biggest Q4 2019 reduction was Amazon, cutting an estimated $13.8M.
  • Two Sigma Securities fully exited Avantor, Inc. Series A Mandatory Convertible Preferred Stock in Q4 2019, selling an estimated $10.7M.
  • Two Sigma Securities's ten largest holdings make up 38% of its $14.8B portfolio in Q4 2019.
  • Two Sigma Securities opened 779 new positions and closed 508 in Q4 2019.
  • Two Sigma Securities's portfolio value rose 35% quarter-over-quarter to $14.8B.

Based on Two Sigma Securities's 13F filing for Q4 2019, filed 14 Feb 2020.